Cogent Communications Holdings Inc AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
77.16%
decreased by 8.02%
1 Week
79.70%
decreased by 5.48%
1 Month
90.37%
increased by 5.19%
Analysis last updated: Tuesday, June 9, 2026 at 09:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2537 | 15.36 | |
| 0.2298 | 34.44 | |
| 0.7892 | 253.36 | |
| 0.5699 | 9.35 |
Estimation Period:
Feb 5, 2002 to Jun 5, 2026
Feb 5, 2002 to Jun 5, 2026
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